Manage the day-to-day activities related to the index composition and index valuation to ensure proper hedge is generated and significant events are captured; Collaborate with Index providers and Engineering teams to review index rules, improve the systematic strategies and validate the new indices; Participate in the daily management of the trading book though the monitoring of risks, pricing, and trading to hedge the client orders; Design and implement SG custom indices based on systematic back test to fit client needs and market constraints in collaboration with Sales and Quantitative teams; Leverage on knowledge of the commodity futures and Quantitative Investment Strategies (QIS) environment to propose new trading strategies improving the management of the trading book; Promote the Bank's offers with clients as well as with the sales teams; Oversee market watch and reverse engineering of existing offerings; Collaborate with Sales to promote the desk offering through client visits; and Improve the operational setup with a focus on efficiency and reduction of operational risk. Requires up to 5% domestic travel to client events. Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting.
MINIMUM REQUIREMENTS: Bachelor's or U.S. equivalent in Economics, Finance, Mathematics, or related field, plus 5 years of professional experience as a Quantitative Analyst, Trader Analyst or any occupation, job title, position working with derivative products and multi-asset solutions. Must also have the following special skills: 5 years of professional experience with index design, composition, and valuation including direct collaboration with index providers and internal engineering or quantitative research teams with a focus on commodities; 5 years of professional experience trading books including real-time risk monitoring, pricing, and executing hedges aligned with client orders and market movements; 5 years of professional experience utilizing systematic strategy back-testing and modeling using programming tools including Python and R; 5 years of professional experience interacting with institutional clients and sales teams including presenting trade ideas, promoting desk offerings, and participating in client visits including multi-country interactions; and 5 years of professional experience working with commodity market risks, commodity-linked interest rate risks, QIS new trade pricing, and executing hedging strategies.
Please email resume to: [email protected] Must specify Ad Code HBFQ in the subject line.
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